-83.6%
FIG vs AMGN
+62.1%
-145.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.2% |
| 7D | +2.6% | +1.5% | +1.1% | +2.5% |
| 30D | -13.1% | +13.1% | -26.2% | -12.7% |
| 3M | -20.3% | +12.9% | -33.2% | -19.6% |
| 6M | -2.1% | +40.8% | -42.9% | +3.3% |
| YTD | -49.4% | +45.6% | -95.0% | -46.6% |
| 1Y | -57.0% | +42.7% | -99.7% | -54.8% |
| All | -83.6% | +62.1% | -145.8% | -83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AMGN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling